+124.7%
LITE vs SLB
+39.5%
+85.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -35.9% | -7.1% | -28.8% | -33.8% |
| 30D | -51.5% | +4.1% | -55.6% | -51.6% |
| 3M | -35.7% | -2.6% | -33.1% | -34.6% |
| 6M | -43.0% | -8.6% | -34.4% | -39.6% |
| YTD | +46.1% | +32.2% | +13.9% | +49.7% |
| 1Y | +124.7% | +40.7% | +84.1% | +132.6% |
| All | +124.7% | +39.5% | +85.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling